+13.8%
VRT vs LIN
+27.8%
-14.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +2.6% | -15.5% | -11.9% |
| 7D | -15.4% | +3.3% | -18.7% | -14.2% |
| 30D | -19.0% | +8.8% | -27.7% | -17.0% |
| 3M | -23.8% | +8.6% | -32.5% | -22.2% |
| 6M | -37.9% | +7.0% | -44.9% | -37.1% |
| YTD | +27.0% | +24.3% | +2.7% | +40.7% |
| 1Y | +13.8% | +27.3% | -13.5% | +31.8% |
| All | +13.8% | +27.8% | -14.0% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LIN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling